Convergence and asymptotic behaviour of parallel algorithms

DOI10.1080/00207178108922957MaRDI QIDQ3922582zbMATH OpenOpenAlexFDO

Authors M. Gauvrit, C. Fargeon, P. Rodrigo

Publication date 1981

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178108922957

zbMATH Keywords

Bayesian identificationconvergenceKalman filterrobust control

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Cites work

• A Bayesian solution to the problem of state estimation in an unknown noise environment†
• Adaptive sequential estimation with unknown noise statistics
• Analysis of recursive stochastic algorithms
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• Optimal simultaneous state estimation and parameter identification in linear discrete-time systems
• Stochastic processes and filtering theory
• Variance of Bayes estimates

Cited in

(2)

• An implementation method for the discrete Kalman filter with applications to large-scale systems
• Bayesian adaptive filter for tracking with measurements of uncertain origin

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